Anic Equity¶

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Total return since start: 0.664 %¶

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Equity now: -----------------------------> 50817.75 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43436.08 Kr¶

PnL: ---------------------------------------> -266.51 Kr¶

DD now: ---------------------------------> -4.335 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:08:40.133221'

Anic Portfolio¶

Today¶

Return: 0.131 %¶

This Week¶

Return: 0.131 %¶

Total portfolio value¶

Return including deposits: 66.364 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.820000 2068.900000 28.050000 1.370000 2040.850000
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Hexatronic Group 15 3.910000 1092.000000 24.300000 2.280000 1067.700000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Sagax B 4 -0.620000 896.800000 13.600000 1.540000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
BHG Group 109 -4.580000 1431.170000 11.990000 0.840000 1419.180000
HEXPOL B 8 0.170000 966.400000 11.200000 1.170000 955.200000
Platzer Fastigheter Holding B 12 -0.370000 958.800000 9.600000 1.010000 949.200000
Latour B 4 -2.000000 863.200000 9.200000 1.080000 854.000000
Hennes & Mauritz B 6 -0.440000 916.200000 6.240000 0.690000 909.960000
SKF B 5 -0.910000 982.500000 4.500000 0.460000 978.000000
ASSA ABLOY B 4 -1.070000 994.800000 4.000000 0.400000 990.800000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
Atrium Ljungberg B 5 -0.390000 905.000000 3.500000 0.390000 901.500000
Sandvik 4 -1.160000 848.400000 2.800000 0.330000 845.600000
OX2 12 -3.140000 906.000000 -0.600000 -0.070000 906.600000
Biotage 1 -7.160000 146.500000 -1.000000 -0.680000 147.500000
AcadeMedia 20 -1.020000 974.400000 -1.200000 -0.120000 975.600000
Alimak Group 12 -0.360000 1002.000000 -2.400000 -0.240000 1004.400000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
EQT 4 -2.300000 865.200000 -5.600000 -0.640000 870.800000
Gränges 10 3.520000 1030.000000 -6.000000 -0.580000 1036.000000
Catena 2 -0.700000 796.400000 -7.200000 -0.900000 803.600000
JM 7 -2.330000 939.400000 -8.400000 -0.890000 947.800000
Byggmax Group 33 -2.630000 954.360000 -10.560000 -1.090000 964.920000
Vitrolife 3 -2.460000 666.000000 -11.000000 -1.620000 677.000001
Investor B 3 -1.490000 645.000000 -13.000000 -1.980000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
Hoist Finance 36 -1.620000 982.800000 -25.200000 -2.500000 1008.000000
VEF 788 -2.730000 1851.800000 -45.700000 -2.410000 1897.504000
Sedana Medical 93 -1.580000 2659.800000 -323.780000 -10.850000 2983.577733
TOTAL 43450.230000 -252.360000 -4.30805% 43702.591732

Updated:¶

'2023-06-19 15:06:33.117608'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶